+9,013.7%
BRO vs HIG
+986.1%
+8,027.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -7.3% | -1.5% | -5.9% | -7.1% |
| 30D | -6.9% | -0.4% | -6.5% | -6.8% |
| 3M | +10.7% | +6.7% | +4.0% | +9.5% |
| 6M | -2.7% | +2.0% | -4.7% | -2.9% |
| YTD | -16.3% | +0.3% | -16.6% | -16.3% |
| 1Y | -29.1% | +4.2% | -33.3% | -29.5% |
| 3Y | -7.8% | +102.2% | -110.1% | -18.7% |
| 5Y | +18.7% | +118.5% | -99.8% | +3.4% |
| 10Y | +291.9% | +311.1% | -19.2% | +199.8% |
| All | +9,013.7% | +986.1% | +8,027.7% | +4,660.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling